The following pages link to Erik Schlögl (Q318378):
Displaying 16 items.
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Equity-linked pension schemes with guarantees (Q654835) (← links)
- Alternative defaultable term structure models (Q841849) (← links)
- A multicurrency extension of the lognormal interest rate market models (Q1849789) (← links)
- A consistent stochastic model of the term structure of interest rates for multiple tenors (Q2191452) (← links)
- Lognormal Forward Market Model (LFM) Volatility Function Approximation (Q3000891) (← links)
- A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (Q3444869) (← links)
- (Q3515131) (← links)
- SIMULATED SWAPTION DELTA–HEDGING IN THE LOGNORMAL FORWARD LIBOR MODEL (Q3523595) (← links)
- A square root interest rate model fitting discrete initial term structure data (Q4541596) (← links)
- (Q4550919) (← links)
- ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011) (← links)
- A hybrid commodity and interest rate market model (Q5397405) (← links)
- A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps (Q5440089) (← links)
- Term rates, multicurve term structures and overnight rate benchmarks: a roll-over risk approach (Q6078122) (← links)
- Term structure modeling of SOFR: evaluating the importance of scheduled jumps (Q6633867) (← links)
